Related papers: Maximal Inequalities and Some Applications
In this paper, we study tail inequalities of the largest eigenvalue of a matrix infinitely divisible (i.d.) series, which is a finite sum of fixed matrices weighted by i.d. random variables. We obtain several types of tail inequalities,…
In this paper we establish the reversed sharp Hardy-Littlewood-Sobolev (HLS for short) inequality on the upper half space and obtain a new HLS type integral inequality on the upper half space (extending an inequality found by Hang, Wang and…
Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…
We derive functional convergence of the partial maxima stochastic processes of multivariate linear processes with weakly dependent heavy-tailed innovations and random coefficients. The convergence takes place in the space of…
The {\em drawdown} process $Y$ of a completely asymmetric L\'{e}vy process $X$ is equal to $X$ reflected at its running supremum $\bar{X}$: $Y = \bar{X} - X$. In this paper we explicitly express in terms of the scale function and the…
Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…
Infinite sets of inequalities which generalize all the known inequalities that can be used in the majorization step of the Approximating Hamiltonian method are derived. They provide upper bounds on the difference between the quadratic…
The paper deals with the expected maxima of continuous Gaussian processes $X = (X_t)_{t\ge 0}$ that are H\"older continuous in $L_2$-norm and/or satisfy the opposite inequality for the $L_2$-norms of their increments. Examples of such…
Let S_n=X_1+...+X_n be a sum of independent symmetric random variables such that |X_{i}|\leq 1. Denote by W_n=\epsilon_{1}+...+\epsilon_{n} a sum of independent random variables such that \prob{\eps_i = \pm 1} = 1/2. We prove that…
We study a family of maximal operators that provides a continuous link connecting the Hardy-Littlewood maximal function to the spherical maximal function. Our theorems are proved in the multilinear setting but may contain new results even…
The work continues the author's many-year research in theory of maximal branching processes, which are obtained from classical branching processes by replacing the summation of descendant numbers with taking the maximum. One can say that in…
Hardy-Littlewood-Sobolev (HLS) Inequality fails in the "critical" case: \mu=n. However, for discrete HLS, we can derive a finite form of HLS inequality with logarithm correction for a critical case: \mu=n and p=q, by limiting the inequality…
Given a statistical model, the maximum likelihood degree is the number of complex solutions to the likelihood equations for generic data. We consider discrete algebraic statistical models and study the solutions to the likelihood equations…
We derive universal thermodynamic inequalities that bound from below the moments of first-passage times of stochastic currents in nonequilibrium stationary states of Markov jump processes in the limit where the thresholds that define the…
The Maximum Likelihood Estimator (MLE) serves an important role in statistics and machine learning. In this article, for i.i.d. variables, we obtain constant-specified and sharp concentration inequalities and oracle inequalities for the MLE…
This article investigates the phenomenon of maximal rigidity in spatial processes, where perfect interpolation of the process is possible from partial information, specifically, from its restriction to a strict subdomain, often resulting in…
As a class of L\'evy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under L\'evy fluctuations and constructing Markov processes with boundary conditions (in…
In this work we give some maximal inequalities in Triebel-Lizorkin spaces, which are "$\dot{F}_{\infty}^{s,q}$-variants" of Fefferman-Stein vector-valued maximal inequality and Peetre's maximal inequality. We will give some applications of…
We prove \emph{optimal} improvements of the Hardy inequality on the hyperbolic space. Here, optimal means that the resulting operator is critical in the sense of [J.Funct.Anal. 266 (2014), pp. 4422-89], namely the associated inequality…
The paper deals with natural generalizations of the Hardy-Sobolev-Maz'ya inequality and some related questions, such as the optimality and stability of such inequalities, the existence of minimizers of the associated variational problem,…